+10.2%
REGN vs TLN
+589.3%
-579.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.3% |
| 7D | -5.2% | +5.8% | -11.0% | -5.2% |
| 30D | +0.1% | -6.9% | +6.9% | +0.1% |
| 3M | +31.2% | -10.9% | +42.1% | +31.1% |
| 6M | +3.6% | -4.6% | +8.2% | +3.5% |
| YTD | +5.0% | -14.7% | +19.8% | +4.8% |
| 1Y | +45.9% | -17.9% | +63.8% | +45.4% |
| 3Y | -1.9% | +483.9% | -485.7% | +1.1% |
| All | +10.2% | +589.3% | -579.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling